new tidiers: vars package / varest objects

[vincentarelbundock]

The goal of this PR is to address issue #161. It is marked as WIP because I have a couple questions a few notes.

Questions:

• The vars package does not define a confint method and does not report confidence intervals. Should the tidy method (a) include and document a conf.int argument and print an informative error if users set it to TRUE, or (b) exclude this argument from the function definition?
• One important information to report in glance is the lag order. Right now, I included a column called "order". Is that a good name? Should I make a PR to modeltests?

Note:

• varest objects include results for several levels. These are indicated in a group column produced by tidy.
• It is not clear to me what should be included in the augment output from a VAR model. For now, I do not define this function, but that might be something to consider in the future if an expert can help.
• Right now, the glance test is commented out until modeltests includes and documents the column name.

[simonpcouch]

As for your first bullet point, it's fine to exclude the conf.* level arguments and document the behavior in @details. :-)

Generally, when it comes to modeltests, feel free to file a PR there with the entries you need and link here. I'll merge there and broom can temporarily depend on the Remotes: version of modeltests until we push a release out to CRAN!

It's fine to not define an augment method, feel free to uncomment the glance method once the modeltests PR is merged.

[vincentarelbundock]

Thanks for the info.

I think there's an argument to be made for including conf.* and exiting with an error instead of sinking it in .... This would be more explicit, which I prefer, but I'm not dogmatic enough to argue if you prefer I remove the argument and mention this in docs.

[simonpcouch]

I'm on board for a warning in that case!

[vincentarelbundock]

Removing the [WIP] tag because I think this looks pretty good now. The remaining error should be fixed when modeltests is updated by this PR: alexpghayes/modeltests#35

== Failed tests ================================================================
-- Failure (test-vars.R:29:3): glance.vars -------------------------------------
length(unacceptable) == 0 is not TRUE

`actual`:   FALSE
`expected`: TRUE 
Output column names not in the column glossary: lag.order

[ FAIL 1 | WARN 25 | SKIP 3 | PASS 3886 ]
Error: Error: Test failures
Execution halted

[simonpcouch]

Much appreciated! :-)

[vincentarelbundock]

Ooof, this one wasn’t so clean. Thanks for the review!

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